{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from sklearn.model_selection import train_test_split\n",
    "from imblearn.over_sampling import SMOTE\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "from scipy.stats import randint as sp_randint\n",
    "from sklearn.model_selection import RandomizedSearchCV\n",
    "from sklearn.metrics import accuracy_score, confusion_matrix, classification_report"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "# load the data\n",
    "data = pd.read_csv(\"./creditcard.csv\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>V1</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
       "      <th>V5</th>\n",
       "      <th>V6</th>\n",
       "      <th>V7</th>\n",
       "      <th>V8</th>\n",
       "      <th>V9</th>\n",
       "      <th>...</th>\n",
       "      <th>V21</th>\n",
       "      <th>V22</th>\n",
       "      <th>V23</th>\n",
       "      <th>V24</th>\n",
       "      <th>V25</th>\n",
       "      <th>V26</th>\n",
       "      <th>V27</th>\n",
       "      <th>V28</th>\n",
       "      <th>Amount</th>\n",
       "      <th>Class</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.0</td>\n",
       "      <td>-1.359807</td>\n",
       "      <td>-0.072781</td>\n",
       "      <td>2.536347</td>\n",
       "      <td>1.378155</td>\n",
       "      <td>-0.338321</td>\n",
       "      <td>0.462388</td>\n",
       "      <td>0.239599</td>\n",
       "      <td>0.098698</td>\n",
       "      <td>0.363787</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.018307</td>\n",
       "      <td>0.277838</td>\n",
       "      <td>-0.110474</td>\n",
       "      <td>0.066928</td>\n",
       "      <td>0.128539</td>\n",
       "      <td>-0.189115</td>\n",
       "      <td>0.133558</td>\n",
       "      <td>-0.021053</td>\n",
       "      <td>149.62</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>0.0</td>\n",
       "      <td>1.191857</td>\n",
       "      <td>0.266151</td>\n",
       "      <td>0.166480</td>\n",
       "      <td>0.448154</td>\n",
       "      <td>0.060018</td>\n",
       "      <td>-0.082361</td>\n",
       "      <td>-0.078803</td>\n",
       "      <td>0.085102</td>\n",
       "      <td>-0.255425</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.225775</td>\n",
       "      <td>-0.638672</td>\n",
       "      <td>0.101288</td>\n",
       "      <td>-0.339846</td>\n",
       "      <td>0.167170</td>\n",
       "      <td>0.125895</td>\n",
       "      <td>-0.008983</td>\n",
       "      <td>0.014724</td>\n",
       "      <td>2.69</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>1.0</td>\n",
       "      <td>-1.358354</td>\n",
       "      <td>-1.340163</td>\n",
       "      <td>1.773209</td>\n",
       "      <td>0.379780</td>\n",
       "      <td>-0.503198</td>\n",
       "      <td>1.800499</td>\n",
       "      <td>0.791461</td>\n",
       "      <td>0.247676</td>\n",
       "      <td>-1.514654</td>\n",
       "      <td>...</td>\n",
       "      <td>0.247998</td>\n",
       "      <td>0.771679</td>\n",
       "      <td>0.909412</td>\n",
       "      <td>-0.689281</td>\n",
       "      <td>-0.327642</td>\n",
       "      <td>-0.139097</td>\n",
       "      <td>-0.055353</td>\n",
       "      <td>-0.059752</td>\n",
       "      <td>378.66</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.966272</td>\n",
       "      <td>-0.185226</td>\n",
       "      <td>1.792993</td>\n",
       "      <td>-0.863291</td>\n",
       "      <td>-0.010309</td>\n",
       "      <td>1.247203</td>\n",
       "      <td>0.237609</td>\n",
       "      <td>0.377436</td>\n",
       "      <td>-1.387024</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.108300</td>\n",
       "      <td>0.005274</td>\n",
       "      <td>-0.190321</td>\n",
       "      <td>-1.175575</td>\n",
       "      <td>0.647376</td>\n",
       "      <td>-0.221929</td>\n",
       "      <td>0.062723</td>\n",
       "      <td>0.061458</td>\n",
       "      <td>123.50</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2.0</td>\n",
       "      <td>-1.158233</td>\n",
       "      <td>0.877737</td>\n",
       "      <td>1.548718</td>\n",
       "      <td>0.403034</td>\n",
       "      <td>-0.407193</td>\n",
       "      <td>0.095921</td>\n",
       "      <td>0.592941</td>\n",
       "      <td>-0.270533</td>\n",
       "      <td>0.817739</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.009431</td>\n",
       "      <td>0.798278</td>\n",
       "      <td>-0.137458</td>\n",
       "      <td>0.141267</td>\n",
       "      <td>-0.206010</td>\n",
       "      <td>0.502292</td>\n",
       "      <td>0.219422</td>\n",
       "      <td>0.215153</td>\n",
       "      <td>69.99</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 31 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   Time        V1        V2        V3        V4        V5        V6        V7  \\\n",
       "0   0.0 -1.359807 -0.072781  2.536347  1.378155 -0.338321  0.462388  0.239599   \n",
       "1   0.0  1.191857  0.266151  0.166480  0.448154  0.060018 -0.082361 -0.078803   \n",
       "2   1.0 -1.358354 -1.340163  1.773209  0.379780 -0.503198  1.800499  0.791461   \n",
       "3   1.0 -0.966272 -0.185226  1.792993 -0.863291 -0.010309  1.247203  0.237609   \n",
       "4   2.0 -1.158233  0.877737  1.548718  0.403034 -0.407193  0.095921  0.592941   \n",
       "\n",
       "         V8        V9  ...         V21       V22       V23       V24  \\\n",
       "0  0.098698  0.363787  ...   -0.018307  0.277838 -0.110474  0.066928   \n",
       "1  0.085102 -0.255425  ...   -0.225775 -0.638672  0.101288 -0.339846   \n",
       "2  0.247676 -1.514654  ...    0.247998  0.771679  0.909412 -0.689281   \n",
       "3  0.377436 -1.387024  ...   -0.108300  0.005274 -0.190321 -1.175575   \n",
       "4 -0.270533  0.817739  ...   -0.009431  0.798278 -0.137458  0.141267   \n",
       "\n",
       "        V25       V26       V27       V28  Amount  Class  \n",
       "0  0.128539 -0.189115  0.133558 -0.021053  149.62      0  \n",
       "1  0.167170  0.125895 -0.008983  0.014724    2.69      0  \n",
       "2 -0.327642 -0.139097 -0.055353 -0.059752  378.66      0  \n",
       "3  0.647376 -0.221929  0.062723  0.061458  123.50      0  \n",
       "4 -0.206010  0.502292  0.219422  0.215153   69.99      0  \n",
       "\n",
       "[5 rows x 31 columns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>count</th>\n",
       "      <th>mean</th>\n",
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       "      <th>min</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>Time</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>9.481386e+04</td>\n",
       "      <td>47488.145955</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>54201.500000</td>\n",
       "      <td>84692.000000</td>\n",
       "      <td>139320.500000</td>\n",
       "      <td>172792.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V1</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.165980e-15</td>\n",
       "      <td>1.958696</td>\n",
       "      <td>-56.407510</td>\n",
       "      <td>-0.920373</td>\n",
       "      <td>0.018109</td>\n",
       "      <td>1.315642</td>\n",
       "      <td>2.454930</td>\n",
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       "    <tr>\n",
       "      <th>V2</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>3.416908e-16</td>\n",
       "      <td>1.651309</td>\n",
       "      <td>-72.715728</td>\n",
       "      <td>-0.598550</td>\n",
       "      <td>0.065486</td>\n",
       "      <td>0.803724</td>\n",
       "      <td>22.057729</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V3</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.373150e-15</td>\n",
       "      <td>1.516255</td>\n",
       "      <td>-48.325589</td>\n",
       "      <td>-0.890365</td>\n",
       "      <td>0.179846</td>\n",
       "      <td>1.027196</td>\n",
       "      <td>9.382558</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V4</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.086869e-15</td>\n",
       "      <td>1.415869</td>\n",
       "      <td>-5.683171</td>\n",
       "      <td>-0.848640</td>\n",
       "      <td>-0.019847</td>\n",
       "      <td>0.743341</td>\n",
       "      <td>16.875344</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V5</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>9.604066e-16</td>\n",
       "      <td>1.380247</td>\n",
       "      <td>-113.743307</td>\n",
       "      <td>-0.691597</td>\n",
       "      <td>-0.054336</td>\n",
       "      <td>0.611926</td>\n",
       "      <td>34.801666</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V6</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.490107e-15</td>\n",
       "      <td>1.332271</td>\n",
       "      <td>-26.160506</td>\n",
       "      <td>-0.768296</td>\n",
       "      <td>-0.274187</td>\n",
       "      <td>0.398565</td>\n",
       "      <td>73.301626</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V7</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-5.556467e-16</td>\n",
       "      <td>1.237094</td>\n",
       "      <td>-43.557242</td>\n",
       "      <td>-0.554076</td>\n",
       "      <td>0.040103</td>\n",
       "      <td>0.570436</td>\n",
       "      <td>120.589494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V8</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.177556e-16</td>\n",
       "      <td>1.194353</td>\n",
       "      <td>-73.216718</td>\n",
       "      <td>-0.208630</td>\n",
       "      <td>0.022358</td>\n",
       "      <td>0.327346</td>\n",
       "      <td>20.007208</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V9</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-2.406455e-15</td>\n",
       "      <td>1.098632</td>\n",
       "      <td>-13.434066</td>\n",
       "      <td>-0.643098</td>\n",
       "      <td>-0.051429</td>\n",
       "      <td>0.597139</td>\n",
       "      <td>15.594995</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V10</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.239751e-15</td>\n",
       "      <td>1.088850</td>\n",
       "      <td>-24.588262</td>\n",
       "      <td>-0.535426</td>\n",
       "      <td>-0.092917</td>\n",
       "      <td>0.453923</td>\n",
       "      <td>23.745136</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V11</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.673327e-15</td>\n",
       "      <td>1.020713</td>\n",
       "      <td>-4.797473</td>\n",
       "      <td>-0.762494</td>\n",
       "      <td>-0.032757</td>\n",
       "      <td>0.739593</td>\n",
       "      <td>12.018913</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V12</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.254995e-15</td>\n",
       "      <td>0.999201</td>\n",
       "      <td>-18.683715</td>\n",
       "      <td>-0.405571</td>\n",
       "      <td>0.140033</td>\n",
       "      <td>0.618238</td>\n",
       "      <td>7.848392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V13</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>8.176030e-16</td>\n",
       "      <td>0.995274</td>\n",
       "      <td>-5.791881</td>\n",
       "      <td>-0.648539</td>\n",
       "      <td>-0.013568</td>\n",
       "      <td>0.662505</td>\n",
       "      <td>7.126883</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V14</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.206296e-15</td>\n",
       "      <td>0.958596</td>\n",
       "      <td>-19.214325</td>\n",
       "      <td>-0.425574</td>\n",
       "      <td>0.050601</td>\n",
       "      <td>0.493150</td>\n",
       "      <td>10.526766</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V15</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>4.913003e-15</td>\n",
       "      <td>0.915316</td>\n",
       "      <td>-4.498945</td>\n",
       "      <td>-0.582884</td>\n",
       "      <td>0.048072</td>\n",
       "      <td>0.648821</td>\n",
       "      <td>8.877742</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V16</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.437666e-15</td>\n",
       "      <td>0.876253</td>\n",
       "      <td>-14.129855</td>\n",
       "      <td>-0.468037</td>\n",
       "      <td>0.066413</td>\n",
       "      <td>0.523296</td>\n",
       "      <td>17.315112</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V17</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.800113e-16</td>\n",
       "      <td>0.849337</td>\n",
       "      <td>-25.162799</td>\n",
       "      <td>-0.483748</td>\n",
       "      <td>-0.065676</td>\n",
       "      <td>0.399675</td>\n",
       "      <td>9.253526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V18</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>9.572133e-16</td>\n",
       "      <td>0.838176</td>\n",
       "      <td>-9.498746</td>\n",
       "      <td>-0.498850</td>\n",
       "      <td>-0.003636</td>\n",
       "      <td>0.500807</td>\n",
       "      <td>5.041069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V19</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.039817e-15</td>\n",
       "      <td>0.814041</td>\n",
       "      <td>-7.213527</td>\n",
       "      <td>-0.456299</td>\n",
       "      <td>0.003735</td>\n",
       "      <td>0.458949</td>\n",
       "      <td>5.591971</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V20</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>6.406703e-16</td>\n",
       "      <td>0.770925</td>\n",
       "      <td>-54.497720</td>\n",
       "      <td>-0.211721</td>\n",
       "      <td>-0.062481</td>\n",
       "      <td>0.133041</td>\n",
       "      <td>39.420904</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V21</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.656562e-16</td>\n",
       "      <td>0.734524</td>\n",
       "      <td>-34.830382</td>\n",
       "      <td>-0.228395</td>\n",
       "      <td>-0.029450</td>\n",
       "      <td>0.186377</td>\n",
       "      <td>27.202839</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V22</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.444850e-16</td>\n",
       "      <td>0.725702</td>\n",
       "      <td>-10.933144</td>\n",
       "      <td>-0.542350</td>\n",
       "      <td>0.006782</td>\n",
       "      <td>0.528554</td>\n",
       "      <td>10.503090</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V23</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.578648e-16</td>\n",
       "      <td>0.624460</td>\n",
       "      <td>-44.807735</td>\n",
       "      <td>-0.161846</td>\n",
       "      <td>-0.011193</td>\n",
       "      <td>0.147642</td>\n",
       "      <td>22.528412</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V24</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>4.471968e-15</td>\n",
       "      <td>0.605647</td>\n",
       "      <td>-2.836627</td>\n",
       "      <td>-0.354586</td>\n",
       "      <td>0.040976</td>\n",
       "      <td>0.439527</td>\n",
       "      <td>4.584549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V25</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>5.340915e-16</td>\n",
       "      <td>0.521278</td>\n",
       "      <td>-10.295397</td>\n",
       "      <td>-0.317145</td>\n",
       "      <td>0.016594</td>\n",
       "      <td>0.350716</td>\n",
       "      <td>7.519589</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V26</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.687098e-15</td>\n",
       "      <td>0.482227</td>\n",
       "      <td>-2.604551</td>\n",
       "      <td>-0.326984</td>\n",
       "      <td>-0.052139</td>\n",
       "      <td>0.240952</td>\n",
       "      <td>3.517346</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V27</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.666453e-16</td>\n",
       "      <td>0.403632</td>\n",
       "      <td>-22.565679</td>\n",
       "      <td>-0.070840</td>\n",
       "      <td>0.001342</td>\n",
       "      <td>0.091045</td>\n",
       "      <td>31.612198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V28</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.220404e-16</td>\n",
       "      <td>0.330083</td>\n",
       "      <td>-15.430084</td>\n",
       "      <td>-0.052960</td>\n",
       "      <td>0.011244</td>\n",
       "      <td>0.078280</td>\n",
       "      <td>33.847808</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Amount</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>8.834962e+01</td>\n",
       "      <td>250.120109</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>5.600000</td>\n",
       "      <td>22.000000</td>\n",
       "      <td>77.165000</td>\n",
       "      <td>25691.160000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Class</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.727486e-03</td>\n",
       "      <td>0.041527</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           count          mean           std         min           25%  \\\n",
       "Time    284807.0  9.481386e+04  47488.145955    0.000000  54201.500000   \n",
       "V1      284807.0  1.165980e-15      1.958696  -56.407510     -0.920373   \n",
       "V2      284807.0  3.416908e-16      1.651309  -72.715728     -0.598550   \n",
       "V3      284807.0 -1.373150e-15      1.516255  -48.325589     -0.890365   \n",
       "V4      284807.0  2.086869e-15      1.415869   -5.683171     -0.848640   \n",
       "V5      284807.0  9.604066e-16      1.380247 -113.743307     -0.691597   \n",
       "V6      284807.0  1.490107e-15      1.332271  -26.160506     -0.768296   \n",
       "V7      284807.0 -5.556467e-16      1.237094  -43.557242     -0.554076   \n",
       "V8      284807.0  1.177556e-16      1.194353  -73.216718     -0.208630   \n",
       "V9      284807.0 -2.406455e-15      1.098632  -13.434066     -0.643098   \n",
       "V10     284807.0  2.239751e-15      1.088850  -24.588262     -0.535426   \n",
       "V11     284807.0  1.673327e-15      1.020713   -4.797473     -0.762494   \n",
       "V12     284807.0 -1.254995e-15      0.999201  -18.683715     -0.405571   \n",
       "V13     284807.0  8.176030e-16      0.995274   -5.791881     -0.648539   \n",
       "V14     284807.0  1.206296e-15      0.958596  -19.214325     -0.425574   \n",
       "V15     284807.0  4.913003e-15      0.915316   -4.498945     -0.582884   \n",
       "V16     284807.0  1.437666e-15      0.876253  -14.129855     -0.468037   \n",
       "V17     284807.0 -3.800113e-16      0.849337  -25.162799     -0.483748   \n",
       "V18     284807.0  9.572133e-16      0.838176   -9.498746     -0.498850   \n",
       "V19     284807.0  1.039817e-15      0.814041   -7.213527     -0.456299   \n",
       "V20     284807.0  6.406703e-16      0.770925  -54.497720     -0.211721   \n",
       "V21     284807.0  1.656562e-16      0.734524  -34.830382     -0.228395   \n",
       "V22     284807.0 -3.444850e-16      0.725702  -10.933144     -0.542350   \n",
       "V23     284807.0  2.578648e-16      0.624460  -44.807735     -0.161846   \n",
       "V24     284807.0  4.471968e-15      0.605647   -2.836627     -0.354586   \n",
       "V25     284807.0  5.340915e-16      0.521278  -10.295397     -0.317145   \n",
       "V26     284807.0  1.687098e-15      0.482227   -2.604551     -0.326984   \n",
       "V27     284807.0 -3.666453e-16      0.403632  -22.565679     -0.070840   \n",
       "V28     284807.0 -1.220404e-16      0.330083  -15.430084     -0.052960   \n",
       "Amount  284807.0  8.834962e+01    250.120109    0.000000      5.600000   \n",
       "Class   284807.0  1.727486e-03      0.041527    0.000000      0.000000   \n",
       "\n",
       "                 50%            75%            max  \n",
       "Time    84692.000000  139320.500000  172792.000000  \n",
       "V1          0.018109       1.315642       2.454930  \n",
       "V2          0.065486       0.803724      22.057729  \n",
       "V3          0.179846       1.027196       9.382558  \n",
       "V4         -0.019847       0.743341      16.875344  \n",
       "V5         -0.054336       0.611926      34.801666  \n",
       "V6         -0.274187       0.398565      73.301626  \n",
       "V7          0.040103       0.570436     120.589494  \n",
       "V8          0.022358       0.327346      20.007208  \n",
       "V9         -0.051429       0.597139      15.594995  \n",
       "V10        -0.092917       0.453923      23.745136  \n",
       "V11        -0.032757       0.739593      12.018913  \n",
       "V12         0.140033       0.618238       7.848392  \n",
       "V13        -0.013568       0.662505       7.126883  \n",
       "V14         0.050601       0.493150      10.526766  \n",
       "V15         0.048072       0.648821       8.877742  \n",
       "V16         0.066413       0.523296      17.315112  \n",
       "V17        -0.065676       0.399675       9.253526  \n",
       "V18        -0.003636       0.500807       5.041069  \n",
       "V19         0.003735       0.458949       5.591971  \n",
       "V20        -0.062481       0.133041      39.420904  \n",
       "V21        -0.029450       0.186377      27.202839  \n",
       "V22         0.006782       0.528554      10.503090  \n",
       "V23        -0.011193       0.147642      22.528412  \n",
       "V24         0.040976       0.439527       4.584549  \n",
       "V25         0.016594       0.350716       7.519589  \n",
       "V26        -0.052139       0.240952       3.517346  \n",
       "V27         0.001342       0.091045      31.612198  \n",
       "V28         0.011244       0.078280      33.847808  \n",
       "Amount     22.000000      77.165000   25691.160000  \n",
       "Class       0.000000       0.000000       1.000000  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.describe().T"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "timedelta = pd.to_timedelta(data['Time'], unit='s')\n",
    "data['Time_min'] = (timedelta.dt.components.minutes).astype(int)\n",
    "data['Time_hour'] = (timedelta.dt.components.hours).astype(int)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "data.drop('Time',axis=1,inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>count</th>\n",
       "      <th>mean</th>\n",
       "      <th>std</th>\n",
       "      <th>min</th>\n",
       "      <th>25%</th>\n",
       "      <th>50%</th>\n",
       "      <th>75%</th>\n",
       "      <th>max</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>V1</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.165980e-15</td>\n",
       "      <td>1.958696</td>\n",
       "      <td>-56.407510</td>\n",
       "      <td>-0.920373</td>\n",
       "      <td>0.018109</td>\n",
       "      <td>1.315642</td>\n",
       "      <td>2.454930</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V2</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>3.416908e-16</td>\n",
       "      <td>1.651309</td>\n",
       "      <td>-72.715728</td>\n",
       "      <td>-0.598550</td>\n",
       "      <td>0.065486</td>\n",
       "      <td>0.803724</td>\n",
       "      <td>22.057729</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V3</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.373150e-15</td>\n",
       "      <td>1.516255</td>\n",
       "      <td>-48.325589</td>\n",
       "      <td>-0.890365</td>\n",
       "      <td>0.179846</td>\n",
       "      <td>1.027196</td>\n",
       "      <td>9.382558</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V4</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.086869e-15</td>\n",
       "      <td>1.415869</td>\n",
       "      <td>-5.683171</td>\n",
       "      <td>-0.848640</td>\n",
       "      <td>-0.019847</td>\n",
       "      <td>0.743341</td>\n",
       "      <td>16.875344</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V5</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>9.604066e-16</td>\n",
       "      <td>1.380247</td>\n",
       "      <td>-113.743307</td>\n",
       "      <td>-0.691597</td>\n",
       "      <td>-0.054336</td>\n",
       "      <td>0.611926</td>\n",
       "      <td>34.801666</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V6</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.490107e-15</td>\n",
       "      <td>1.332271</td>\n",
       "      <td>-26.160506</td>\n",
       "      <td>-0.768296</td>\n",
       "      <td>-0.274187</td>\n",
       "      <td>0.398565</td>\n",
       "      <td>73.301626</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V7</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-5.556467e-16</td>\n",
       "      <td>1.237094</td>\n",
       "      <td>-43.557242</td>\n",
       "      <td>-0.554076</td>\n",
       "      <td>0.040103</td>\n",
       "      <td>0.570436</td>\n",
       "      <td>120.589494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V8</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.177556e-16</td>\n",
       "      <td>1.194353</td>\n",
       "      <td>-73.216718</td>\n",
       "      <td>-0.208630</td>\n",
       "      <td>0.022358</td>\n",
       "      <td>0.327346</td>\n",
       "      <td>20.007208</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V9</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-2.406455e-15</td>\n",
       "      <td>1.098632</td>\n",
       "      <td>-13.434066</td>\n",
       "      <td>-0.643098</td>\n",
       "      <td>-0.051429</td>\n",
       "      <td>0.597139</td>\n",
       "      <td>15.594995</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V10</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.239751e-15</td>\n",
       "      <td>1.088850</td>\n",
       "      <td>-24.588262</td>\n",
       "      <td>-0.535426</td>\n",
       "      <td>-0.092917</td>\n",
       "      <td>0.453923</td>\n",
       "      <td>23.745136</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V11</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.673327e-15</td>\n",
       "      <td>1.020713</td>\n",
       "      <td>-4.797473</td>\n",
       "      <td>-0.762494</td>\n",
       "      <td>-0.032757</td>\n",
       "      <td>0.739593</td>\n",
       "      <td>12.018913</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V12</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.254995e-15</td>\n",
       "      <td>0.999201</td>\n",
       "      <td>-18.683715</td>\n",
       "      <td>-0.405571</td>\n",
       "      <td>0.140033</td>\n",
       "      <td>0.618238</td>\n",
       "      <td>7.848392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V13</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>8.176030e-16</td>\n",
       "      <td>0.995274</td>\n",
       "      <td>-5.791881</td>\n",
       "      <td>-0.648539</td>\n",
       "      <td>-0.013568</td>\n",
       "      <td>0.662505</td>\n",
       "      <td>7.126883</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V14</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.206296e-15</td>\n",
       "      <td>0.958596</td>\n",
       "      <td>-19.214325</td>\n",
       "      <td>-0.425574</td>\n",
       "      <td>0.050601</td>\n",
       "      <td>0.493150</td>\n",
       "      <td>10.526766</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V15</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>4.913003e-15</td>\n",
       "      <td>0.915316</td>\n",
       "      <td>-4.498945</td>\n",
       "      <td>-0.582884</td>\n",
       "      <td>0.048072</td>\n",
       "      <td>0.648821</td>\n",
       "      <td>8.877742</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V16</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.437666e-15</td>\n",
       "      <td>0.876253</td>\n",
       "      <td>-14.129855</td>\n",
       "      <td>-0.468037</td>\n",
       "      <td>0.066413</td>\n",
       "      <td>0.523296</td>\n",
       "      <td>17.315112</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V17</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.800113e-16</td>\n",
       "      <td>0.849337</td>\n",
       "      <td>-25.162799</td>\n",
       "      <td>-0.483748</td>\n",
       "      <td>-0.065676</td>\n",
       "      <td>0.399675</td>\n",
       "      <td>9.253526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V18</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>9.572133e-16</td>\n",
       "      <td>0.838176</td>\n",
       "      <td>-9.498746</td>\n",
       "      <td>-0.498850</td>\n",
       "      <td>-0.003636</td>\n",
       "      <td>0.500807</td>\n",
       "      <td>5.041069</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V19</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.039817e-15</td>\n",
       "      <td>0.814041</td>\n",
       "      <td>-7.213527</td>\n",
       "      <td>-0.456299</td>\n",
       "      <td>0.003735</td>\n",
       "      <td>0.458949</td>\n",
       "      <td>5.591971</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V20</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>6.406703e-16</td>\n",
       "      <td>0.770925</td>\n",
       "      <td>-54.497720</td>\n",
       "      <td>-0.211721</td>\n",
       "      <td>-0.062481</td>\n",
       "      <td>0.133041</td>\n",
       "      <td>39.420904</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V21</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.656562e-16</td>\n",
       "      <td>0.734524</td>\n",
       "      <td>-34.830382</td>\n",
       "      <td>-0.228395</td>\n",
       "      <td>-0.029450</td>\n",
       "      <td>0.186377</td>\n",
       "      <td>27.202839</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V22</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.444850e-16</td>\n",
       "      <td>0.725702</td>\n",
       "      <td>-10.933144</td>\n",
       "      <td>-0.542350</td>\n",
       "      <td>0.006782</td>\n",
       "      <td>0.528554</td>\n",
       "      <td>10.503090</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V23</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.578648e-16</td>\n",
       "      <td>0.624460</td>\n",
       "      <td>-44.807735</td>\n",
       "      <td>-0.161846</td>\n",
       "      <td>-0.011193</td>\n",
       "      <td>0.147642</td>\n",
       "      <td>22.528412</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V24</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>4.471968e-15</td>\n",
       "      <td>0.605647</td>\n",
       "      <td>-2.836627</td>\n",
       "      <td>-0.354586</td>\n",
       "      <td>0.040976</td>\n",
       "      <td>0.439527</td>\n",
       "      <td>4.584549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V25</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>5.340915e-16</td>\n",
       "      <td>0.521278</td>\n",
       "      <td>-10.295397</td>\n",
       "      <td>-0.317145</td>\n",
       "      <td>0.016594</td>\n",
       "      <td>0.350716</td>\n",
       "      <td>7.519589</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V26</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.687098e-15</td>\n",
       "      <td>0.482227</td>\n",
       "      <td>-2.604551</td>\n",
       "      <td>-0.326984</td>\n",
       "      <td>-0.052139</td>\n",
       "      <td>0.240952</td>\n",
       "      <td>3.517346</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V27</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-3.666453e-16</td>\n",
       "      <td>0.403632</td>\n",
       "      <td>-22.565679</td>\n",
       "      <td>-0.070840</td>\n",
       "      <td>0.001342</td>\n",
       "      <td>0.091045</td>\n",
       "      <td>31.612198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>V28</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>-1.220404e-16</td>\n",
       "      <td>0.330083</td>\n",
       "      <td>-15.430084</td>\n",
       "      <td>-0.052960</td>\n",
       "      <td>0.011244</td>\n",
       "      <td>0.078280</td>\n",
       "      <td>33.847808</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Amount</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>8.834962e+01</td>\n",
       "      <td>250.120109</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>5.600000</td>\n",
       "      <td>22.000000</td>\n",
       "      <td>77.165000</td>\n",
       "      <td>25691.160000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Class</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.727486e-03</td>\n",
       "      <td>0.041527</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Time_min</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>2.899704e+01</td>\n",
       "      <td>17.427849</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>14.000000</td>\n",
       "      <td>29.000000</td>\n",
       "      <td>44.000000</td>\n",
       "      <td>59.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Time_hour</th>\n",
       "      <td>284807.0</td>\n",
       "      <td>1.404647e+01</td>\n",
       "      <td>5.835854</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10.000000</td>\n",
       "      <td>15.000000</td>\n",
       "      <td>19.000000</td>\n",
       "      <td>23.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              count          mean         std         min        25%  \\\n",
       "V1         284807.0  1.165980e-15    1.958696  -56.407510  -0.920373   \n",
       "V2         284807.0  3.416908e-16    1.651309  -72.715728  -0.598550   \n",
       "V3         284807.0 -1.373150e-15    1.516255  -48.325589  -0.890365   \n",
       "V4         284807.0  2.086869e-15    1.415869   -5.683171  -0.848640   \n",
       "V5         284807.0  9.604066e-16    1.380247 -113.743307  -0.691597   \n",
       "V6         284807.0  1.490107e-15    1.332271  -26.160506  -0.768296   \n",
       "V7         284807.0 -5.556467e-16    1.237094  -43.557242  -0.554076   \n",
       "V8         284807.0  1.177556e-16    1.194353  -73.216718  -0.208630   \n",
       "V9         284807.0 -2.406455e-15    1.098632  -13.434066  -0.643098   \n",
       "V10        284807.0  2.239751e-15    1.088850  -24.588262  -0.535426   \n",
       "V11        284807.0  1.673327e-15    1.020713   -4.797473  -0.762494   \n",
       "V12        284807.0 -1.254995e-15    0.999201  -18.683715  -0.405571   \n",
       "V13        284807.0  8.176030e-16    0.995274   -5.791881  -0.648539   \n",
       "V14        284807.0  1.206296e-15    0.958596  -19.214325  -0.425574   \n",
       "V15        284807.0  4.913003e-15    0.915316   -4.498945  -0.582884   \n",
       "V16        284807.0  1.437666e-15    0.876253  -14.129855  -0.468037   \n",
       "V17        284807.0 -3.800113e-16    0.849337  -25.162799  -0.483748   \n",
       "V18        284807.0  9.572133e-16    0.838176   -9.498746  -0.498850   \n",
       "V19        284807.0  1.039817e-15    0.814041   -7.213527  -0.456299   \n",
       "V20        284807.0  6.406703e-16    0.770925  -54.497720  -0.211721   \n",
       "V21        284807.0  1.656562e-16    0.734524  -34.830382  -0.228395   \n",
       "V22        284807.0 -3.444850e-16    0.725702  -10.933144  -0.542350   \n",
       "V23        284807.0  2.578648e-16    0.624460  -44.807735  -0.161846   \n",
       "V24        284807.0  4.471968e-15    0.605647   -2.836627  -0.354586   \n",
       "V25        284807.0  5.340915e-16    0.521278  -10.295397  -0.317145   \n",
       "V26        284807.0  1.687098e-15    0.482227   -2.604551  -0.326984   \n",
       "V27        284807.0 -3.666453e-16    0.403632  -22.565679  -0.070840   \n",
       "V28        284807.0 -1.220404e-16    0.330083  -15.430084  -0.052960   \n",
       "Amount     284807.0  8.834962e+01  250.120109    0.000000   5.600000   \n",
       "Class      284807.0  1.727486e-03    0.041527    0.000000   0.000000   \n",
       "Time_min   284807.0  2.899704e+01   17.427849    0.000000  14.000000   \n",
       "Time_hour  284807.0  1.404647e+01    5.835854    0.000000  10.000000   \n",
       "\n",
       "                 50%        75%           max  \n",
       "V1          0.018109   1.315642      2.454930  \n",
       "V2          0.065486   0.803724     22.057729  \n",
       "V3          0.179846   1.027196      9.382558  \n",
       "V4         -0.019847   0.743341     16.875344  \n",
       "V5         -0.054336   0.611926     34.801666  \n",
       "V6         -0.274187   0.398565     73.301626  \n",
       "V7          0.040103   0.570436    120.589494  \n",
       "V8          0.022358   0.327346     20.007208  \n",
       "V9         -0.051429   0.597139     15.594995  \n",
       "V10        -0.092917   0.453923     23.745136  \n",
       "V11        -0.032757   0.739593     12.018913  \n",
       "V12         0.140033   0.618238      7.848392  \n",
       "V13        -0.013568   0.662505      7.126883  \n",
       "V14         0.050601   0.493150     10.526766  \n",
       "V15         0.048072   0.648821      8.877742  \n",
       "V16         0.066413   0.523296     17.315112  \n",
       "V17        -0.065676   0.399675      9.253526  \n",
       "V18        -0.003636   0.500807      5.041069  \n",
       "V19         0.003735   0.458949      5.591971  \n",
       "V20        -0.062481   0.133041     39.420904  \n",
       "V21        -0.029450   0.186377     27.202839  \n",
       "V22         0.006782   0.528554     10.503090  \n",
       "V23        -0.011193   0.147642     22.528412  \n",
       "V24         0.040976   0.439527      4.584549  \n",
       "V25         0.016594   0.350716      7.519589  \n",
       "V26        -0.052139   0.240952      3.517346  \n",
       "V27         0.001342   0.091045     31.612198  \n",
       "V28         0.011244   0.078280     33.847808  \n",
       "Amount     22.000000  77.165000  25691.160000  \n",
       "Class       0.000000   0.000000      1.000000  \n",
       "Time_min   29.000000  44.000000     59.000000  \n",
       "Time_hour  15.000000  19.000000     23.000000  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.describe().T"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "X = data.iloc[:, data.columns != 'Class']\n",
    "y = data.iloc[:, data.columns == 'Class']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/python/lib/python3.5/site-packages/sklearn/utils/validation.py:761: DataConversionWarning: A column-vector y was passed when a 1d array was expected. Please change the shape of y to (n_samples, ), for example using ravel().\n",
      "  y = column_or_1d(y, warn=True)\n"
     ]
    }
   ],
   "source": [
    "sm = SMOTE(random_state=42)\n",
    "X_res, y_res = sm.fit_resample(X_train, y_train)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0    213233\n",
      "1    213233\n",
      "dtype: int64\n"
     ]
    }
   ],
   "source": [
    "count_classes = pd.value_counts(y_res, sort = True).sort_index()\n",
    "print(count_classes)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/python/lib/python3.5/site-packages/sklearn/model_selection/_split.py:2053: FutureWarning: You should specify a value for 'cv' instead of relying on the default value. The default value will change from 3 to 5 in version 0.22.\n",
      "  warnings.warn(CV_WARNING, FutureWarning)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0.9998569639783711\n",
      "15\n",
      "46\n",
      "8\n",
      "1\n",
      "auto\n"
     ]
    }
   ],
   "source": [
    "# 随机参数优化搜索最优参数\n",
    "clf = RandomForestClassifier(random_state =3, max_features=\"auto\")\n",
    "param_grid = {\"max_depth\": list(range(20,50,2)),\n",
    "              \"n_estimators\":list(range(10,60,5)),              \n",
    "              \"min_samples_split\": sp_randint(2, 16),\n",
    "              \"min_samples_leaf\": sp_randint(1, 16)}\n",
    "\n",
    "validator = RandomizedSearchCV(clf, param_distributions= param_grid,n_jobs=6) \n",
    "validator.fit(X_res,y_res)\n",
    "print(validator.best_score_)\n",
    "print(validator.best_estimator_.n_estimators)\n",
    "print(validator.best_estimator_.max_depth)\n",
    "print(validator.best_estimator_.min_samples_split)\n",
    "print(validator.best_estimator_.min_samples_leaf)\n",
    "print(validator.best_estimator_.max_features)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "RandomForestClassifier(bootstrap=True, class_weight=None, criterion='gini',\n",
       "            max_depth=46, max_features='auto', max_leaf_nodes=None,\n",
       "            min_impurity_decrease=0.0, min_impurity_split=None,\n",
       "            min_samples_leaf=1, min_samples_split=8,\n",
       "            min_weight_fraction_leaf=0.0, n_estimators=15, n_jobs=4,\n",
       "            oob_score=False, random_state=3, verbose=0, warm_start=False)"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 设置模型参数\n",
    "rf_model = RandomForestClassifier(max_depth = 46 , min_samples_split=8, \n",
    "                                 min_samples_leaf=1, n_estimators =15, max_features =\"auto\", random_state=3, n_jobs=4)\n",
    "# 训练\n",
    "rf_model.fit(X_res,y_res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Accuracy: 0.99948.\n",
      "precision/recall/f1-score:\n",
      "              precision    recall  f1-score   support\n",
      "\n",
      "           0       1.00      1.00      1.00     71082\n",
      "           1       0.85      0.83      0.84       120\n",
      "\n",
      "   micro avg       1.00      1.00      1.00     71202\n",
      "   macro avg       0.93      0.92      0.92     71202\n",
      "weighted avg       1.00      1.00      1.00     71202\n",
      "\n",
      "confusion_matrix:\n",
      "[[71065    17]\n",
      " [   20   100]]\n"
     ]
    }
   ],
   "source": [
    "y_pred = rf_model.predict(X_test)\n",
    "print ('Accuracy: %.5f.' % accuracy_score(y_test,y_pred))\n",
    "print ('precision/recall/f1-score:')\n",
    "print (classification_report(y_test,y_pred))\n",
    "print ('confusion_matrix:')\n",
    "print (confusion_matrix(y_test,y_pred))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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